Step 1

For the Brussels sprouts: Preheat the oven to 375°F.

Step 2

In a large skillet, cook the bacon oven medium heat until lightly golden and just crispy, 6 to 8 minutes. Using a slotted spoon, remove the bacon from the skillet and drain on paper towels. Set aside.

Step 3

Add the Brussels sprouts and onion to the skillet and stir well to coat with the bacon grease. Cook over medium heat, without stirring, until the sprouts start to brown and caramelize, 6 minutes. Stir in the salt, black pepper, and cayenne, and continue to cook until the Brussels sprouts are almost tender, 6 minutes more.

Step 4

For the topping: In a small bowl, combine the oil, panko, parsley, lemon zest, salt, and pepper. Stir well to combine.

Step 5

Remove the Brussels sprouts from the heat and stir in the heavy cream, mustard, and lemon juice. Stir in half of the cheeses and half of the reserved bacon. Transfer to a greased 2-quart casserole dish in an even layer. Top with the remaining half of the cheeses and bacon and sprinkle the panko mixture all over. Bake until the casserole is bubbling around the edges and the panko mixture is golden brown, 18 to 20 minutes. Let rest 5 minutes, then serve.